DAX Index Future March 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 5,705.0 5,635.0 -70.0 -1.2% 5,532.0
High 5,734.0 5,642.0 -92.0 -1.6% 5,732.0
Low 5,584.0 5,572.0 -12.0 -0.2% 5,496.5
Close 5,596.5 5,616.5 20.0 0.4% 5,727.5
Range 150.0 70.0 -80.0 -53.3% 235.5
ATR 114.6 111.4 -3.2 -2.8% 0.0
Volume 191,705 142,255 -49,450 -25.8% 627,302
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 5,820.2 5,788.3 5,655.0
R3 5,750.2 5,718.3 5,635.8
R2 5,680.2 5,680.2 5,629.3
R1 5,648.3 5,648.3 5,622.9 5,629.3
PP 5,610.2 5,610.2 5,610.2 5,600.6
S1 5,578.3 5,578.3 5,610.1 5,559.3
S2 5,540.2 5,540.2 5,603.7
S3 5,470.2 5,508.3 5,597.3
S4 5,400.2 5,438.3 5,578.0
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 6,358.5 6,278.5 5,857.0
R3 6,123.0 6,043.0 5,792.3
R2 5,887.5 5,887.5 5,770.7
R1 5,807.5 5,807.5 5,749.1 5,847.5
PP 5,652.0 5,652.0 5,652.0 5,672.0
S1 5,572.0 5,572.0 5,705.9 5,612.0
S2 5,416.5 5,416.5 5,684.3
S3 5,181.0 5,336.5 5,662.7
S4 4,945.5 5,101.0 5,598.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,757.5 5,572.0 185.5 3.3% 97.1 1.7% 24% False True 153,414
10 5,757.5 5,455.5 302.0 5.4% 100.4 1.8% 53% False False 165,837
20 5,757.5 5,383.0 374.5 6.7% 112.9 2.0% 62% False False 182,408
40 6,100.5 5,383.0 717.5 12.8% 106.0 1.9% 33% False False 155,990
60 6,100.5 5,383.0 717.5 12.8% 104.2 1.9% 33% False False 112,230
80 6,100.5 5,324.0 776.5 13.8% 103.7 1.8% 38% False False 84,366
100 6,100.5 5,324.0 776.5 13.8% 102.8 1.8% 38% False False 67,622
120 6,100.5 5,275.0 825.5 14.7% 100.7 1.8% 41% False False 56,708
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.5
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 5,939.5
2.618 5,825.3
1.618 5,755.3
1.000 5,712.0
0.618 5,685.3
HIGH 5,642.0
0.618 5,615.3
0.500 5,607.0
0.382 5,598.7
LOW 5,572.0
0.618 5,528.7
1.000 5,502.0
1.618 5,458.7
2.618 5,388.7
4.250 5,274.5
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 5,613.3 5,664.8
PP 5,610.2 5,648.7
S1 5,607.0 5,632.6

These figures are updated between 7pm and 10pm EST after a trading day.

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